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Tools Useful to Solve Dynamic General Equilibrium Models (GAUSS)

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Author Info

  • Alfred Maussner

Abstract

This code complements chapter 8 of Dynamic General Equilibrium Modelling, by Burkhard Heear and Alfred Maussner, Springer 2005, and second edition 2009. ChebEval1: Evaluate a Chebyshev polynomial in one independent variable ChebEval2: Evaluate a Chebyshev polynomial with two independent variables (complete polynomial case) ChebEval3: Evaluate a Chebyshev polynomial with two independent variables (tensor product base) ChebEval4: Evaluate a Chebyshev polynomial with three independent variables (complete polynomial case) ChebCoef: Obtain Chebyshev approxiamtion from a regression QuasiNewton: Function minimization using a quasi Newton method with BFGS update and line search QNStep : Line search for QuasiNewton GradTest : computes relative gradient (used to test whether the algorithm is near a minimizer) MinStep : computes minimal step size ParTest : computes relative change of parameter (used to test whether the algorithm converged) GSearch1 : Function minimization using a genetic search algorithm CDJac : Central difference Jacobian FixvMN1 : Non-Linear Equations Solver LSolve : Used by FixvMN1 NRStep : Line search for FixvMN1 GC_Int1 : Gauss-Chebyshev quadrature of f(x) GC_Int2 : Gauss-Chebyshev quadrature of f(x,y)

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File URL: http://dge.repec.org/codes/heer-maussner/Ch8Gauss.zip
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Bibliographic Info

Software component provided by Quantitative Macroeconomics & Real Business Cycles in its series QM&RBC Codes with number 139.

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Programming language: Gauss
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Date of creation: 06 Jan 2005
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Handle: RePEc:dge:qmrbcd:139

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